Near the end of the (2nd?) Shadow War, a Vorlon armada was headed to obliterate the Centauri homeworld because of the Centauri's association with the Shadows. At this time a large Shadow armada was on the island of Celeini on Centauri Prime. They knew the Vorlons were coming and what would happen when they showed up, yet refused to leave. Why stubbornly keep such a large fleet on a planet that's about to be destroyed?
The short answer is that the Shadows thought that the Vorlons would balk at destroying a large, populated planet just to get at the Shadow fleet. Mr Morden gives Londo an overview of their tactical thinking on the subject:
Morden: The Vorlons will never attack Centauri Prime. Small colonies, deep-range planets, sure. But to destroy a world as big as this? No. They don't have the will. - Falling Toward Apotheosis
As to whether he's actually correct, we'll never know. JMS spoke to this issue in an interview for the excellent Midwinter site:
JMS: Morden is living in denial...he's afraid, and hoping he's right. Centauri Prime has more civilians than any other planet or colony hit so far: three billion people. The shadows are hoping a figure that high will daunt even the Vorlons.
But he did point out that the gloves have definitely come off (on both sides):
Q. Wasn't the planet-killer a break in the rules?
JMS: That * followed * his trip to Z'ha'dum...so yes, the rules began to slip after that.